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Balduzzi, Pierluigi
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1
Skewness and co-skewness in bond returns : job market paper
Chiang, I-hsuan Ethan
-
2007
Persistent link: https://www.econbiz.de/10003684142
Saved in:
2
REIT performance and market timing ability
Buttimer, Richard J.
;
Chen, Jun
;
Chiang, I-hsuan Ethan
- In:
Managerial finance
38
(
2012
)
3
,
pp. 249-279
Persistent link: https://www.econbiz.de/10009530979
Saved in:
3
Skewness and coskewness in bond returns
Chiang, I-Hsuan Ethan
- In:
The journal of financial research
39
(
2016
)
2
,
pp. 145-178
Persistent link: https://www.econbiz.de/10011537141
Saved in:
4
Stock returns, inflation, and the 'proxy hypothesis' : a new look at the data
Balduzzi, Pierluigi
- In:
Economics letters
48
(
1995
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10001185468
Saved in:
5
Economic news and the yield curve : evidence from the US treasury market
Balduzzi, Pierluigi
;
Elton, Edwin J.
;
Green, Tracy Clifton
-
1998
Persistent link: https://www.econbiz.de/10000981121
Saved in:
6
Risk premia and variance bounds
Balduzzi, Pierluigi
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 1913-1949
Persistent link: https://www.econbiz.de/10001232338
Saved in:
7
The central tendency : a second factor in bond yields
Balduzzi, Pierluigi
- In:
The review of economics and statistics
80
(
1998
)
1
,
pp. 62-72
Persistent link: https://www.econbiz.de/10001235783
Saved in:
8
Interest rate targeting and the dynamics of short-term rates
Balduzzi, Pierluigi
;
Bertola, Giuseppe
;
Foresi, Silverio
; …
- In:
Journal of money, credit and banking : JMCB
30
(
1998
)
1
,
pp. 26-50
Persistent link: https://www.econbiz.de/10001235903
Saved in:
9
A simple approach to three-factor affine term structure models
Balduzzi, Pierluigi
(
contributor
)
- In:
The journal of fixed income
6
(
1996
)
3
,
pp. 43-53
Persistent link: https://www.econbiz.de/10001214258
Saved in:
10
Minimal returns and the breakdown of the price-volume relation
Balduzzi, Pierluigi
- In:
Economics letters
50
(
1996
)
2
,
pp. 265-269
Persistent link: https://www.econbiz.de/10001197571
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